We believe that your first act as a Christian is to publicly express your faith in Christ by being baptized in water. Water baptism does not make you a Christian; it is something you do because you have become a Christian.
The following is taken from the Baptist Faith & Message:
Christian baptism is the immersion of a believer in water in the name of the Father, the Son, and the Holy Spirit. It is an act of obedience symbolizing the believer's faith in a crucified, buried, and risen Savior, the believer's death to sin, the burial of the old life, and the resurrection to walk in newness of life in Christ Jesus. It is a testimony to his faith in the final resurrection of the dead.
The waters of baptism don't actually clean you or save you, but they are a powerful expression of what God has already done in you through Jesus.
Now to him who is able to do immeasurably more than all we ask or imagine, according to his power that is at work within us, to him be glory in the church and in Christ Jesus throughout all generations, forever and ever! Amen.Ephesians 3:20-21 (NIV)